Schaeffer's Top Stock Picks for '25

History Says to Buy June Calls on Advanced Micro Devices Stock

However, July tends to be tough for the chip stock

Jun 5, 2018 at 11:36 AM
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Advanced Micro Devices, Inc. (NASDAQ:AMD) has been one of the most volatile stocks on the S&P 500 Index (SPX) in the summer months in the past 10 years, per data from Schaeffer's Senior Quantitative Analyst Rocky White. And while AMD's average return over the June-through-August period has been negative 6.37%, most of these losses are accumulated in July. With AMD stock potentially flashing a short-term bullish signal, it could be a prime time to buy June calls on the surging chipmaker.

Since skimming the $9 mark back in April, AMD shares have rallied more than 63% to trade at $14.78, breaking through long-term resistance in the $13.75-$14.50 region. The stock topped out at $14.98 yesterday -- its highest perch since last summer -- and is currently trading within 5.8% of its July 26 decade peak at $15.65.

amd stock price chart on june 5

At the same time, front-month implied volatilities on the stock are pricing in extremely low volatility expectations at the moment -- pointing to relatively cheap options premiums. More specifically, AMD's Schaeffer's Volatility Index (SVI) of 40% ranks in the 6th percentile of its annual range.

According to White, there have been four other times since 2008 that Advanced Micro Devices stock was trading near its 52-week peak while its SVI was docked in the lower fifth percentile of its 12-month range. After these previous signals, the equity was up 21.68%, on average, one month later, boasting a 100% win rate. Another move of this magnitude would put the security near $18 for the first time since early 2007, based on its current perch.

There's plenty of skepticism priced into AMD shares, too, which could create fuel for a bigger rally. In addition to being heavily shorted, the chip stock has 12 of 23 "hold" or "strong sell" ratings levied toward it. Plus, the average 12-month price target of $14.31 is a discount to present trading levels. Upgrades and/or price-target hikes could draw more buyers to the table.

Looking ahead, though, July could be a rough month for Advanced Micro Devices. Over the past 10 years, the stock has averaged a monthly loss of 4.64%, and has finished the month in positive territory less than half the time.

 
 

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